After typing in the level select cheatas posted above in sound test type
4, 1, 2, 6 and you should here a emerald sound than select your level
and hold b+Start on the level you choose
Unlocking all hidden
games

When you initiate Sonic The Hedgehog 1, 2, 3, Sonic And Knuckles,
Sonic 3D blast, Dr. Robotnic's Mean Bean Machine, or Sonic Spinball,
the screen states that it is logging the game data. That indicates the
game is logging in that you have initiated that game once. After
initiating a game fifty times, it no longer shows that game-logging
screen. It stops the logging sequence screen from ever starting a game
again and from then on, just starts the Genesis program itself. To
unlock a hidden game, you must start a particular Mega Collection game
fifty times, continually pressing Z to exit it, then enter into the
game repeatedly. Some hidden games do not necessarily require that you
start up fifty times, but you eventually need to do so to unlock all
the hidden games.

Flicky: Start Dr. Robotnic's Mean Bean Machine before reaching 50
times.

Blue Spheres: Start Sonic The Hedgehog about 18 to 21 times.

Sonic 3 And Knuckles: Unlocked sometime in the process of starting
Sonic 1, Sonic 3, Sonic And Knuckles, and Sonic 3-D Blast fifty times.

Knuckles In Sonic 2: Unlocked in the process of starting Sonic
Spinball and Sonic 2 fifty times.

Ristar: Start all games (Sonic 1, 2, 3, Sonic & Knuckles, Sonic 3
and Knuckles, Knuckles in Sonic 2, etc.) fifty times.